The current issue of MSDN has two data mining articles

The first Say What? Make Sense of Your Web Feedback using SQL Server 2005 by Peter Kim takes you through the steps of using SQL Server 2k5 Text Mining and Data Mining to extract information from verbatim comments.

The second Mine Your Business: AMO Lets You Dig Deeper into Your Data from Your Own Applications by our own Liu Tang and Paul Bradley from Apollo Data Tech gives some insight on why you would add data mining processing to your applications and shows you how to do it.